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Современные подходы к моделированию воздействия несовершенств финансового рынка на бизнес-цикл

Современные подходы к моделированию воздействия несовершенств финансового рынка на бизнес-цикл

Журнал институциональных исследований, , Том 3 (номер 4),
с. 34-47

В статье представлен обзор современных подходов к анализу несовершенств финансового рынка и финансовых кризисов и их влияния на циклические колебания основных макроэкономических переменных, а также на механизм трансмиссии финансовых шоков на реальную экономику в рамках неокейнсианских динамических стохастических моделей общего равновесия. Эти модели широко используются для оценки воздействия мер монетарной политики на экономику и служат теоретической базой для разработки оптимальной монетарной политики не только в период кризиса, но и на дальнейшую перспективу. Построение подобных моделей для экономик разных стран, в том числе для экономики России, должно учитывать институциональные особенности и специфические черты развития и функционирования национального финансового сектора и экономики в целом.


Ключевые слова: несовершенства финансового рынка; финансовые шоки; финансовый акселератор; финансовые посредники; неокейнсианская модель DSGE; бизнес-цикл; институциональные особенности

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Издатель: ООО "Гуманитарные Перспективы"
Учредитель: ООО "Гуманитарные Перспективы"
ISSN: 2076-6297